Up until very recently, a lot of this could be done by any of a number of innocuous looking apps with tracking toolkits installed. Sometimes knowingly, sometimes not.
Even now, the problem is that you want the data sometimes. Like maybe you use Life360 because it's handy for your family. Well, it knows how fast you drive (it likes to tell me my wife's top speed after she goes somewhere...). It has enough accelerometer access to decide if you've been in a wreck. It's a GPS app so of course it has pretty tight location information. And maybe you consent to all this, but hidden somewhere in the TOS it says Life360 may share this info with selected partner companies. Now it gets slurped up by big data warehouses.
Maybe you install a sleep tracking app. Now they know how well you sleep, and I would bet they could pretty accurately figure out if/when you're having sex. Depending on the device, they might even be able to guess whether or not it was solo.
Perhaps you don't like the limited options Apple has for pedometer data, so you install Pedometer++. Another possible avenue for data collection.
Or Instacart, Uber, Uber Eats, etc.
So. Much. Data.
